ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-250 |
0-080 |
0.2% |
119-315 |
| High |
119-290 |
120-080 |
0-110 |
0.3% |
120-080 |
| Low |
119-160 |
119-215 |
0-055 |
0.1% |
119-155 |
| Close |
119-270 |
120-055 |
0-105 |
0.3% |
120-055 |
| Range |
0-130 |
0-185 |
0-055 |
42.3% |
0-245 |
| ATR |
0-181 |
0-182 |
0-000 |
0.1% |
0-000 |
| Volume |
1,158,700 |
1,535,450 |
376,750 |
32.5% |
3,532,941 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-245 |
121-175 |
120-157 |
|
| R3 |
121-060 |
120-310 |
120-106 |
|
| R2 |
120-195 |
120-195 |
120-089 |
|
| R1 |
120-125 |
120-125 |
120-072 |
120-160 |
| PP |
120-010 |
120-010 |
120-010 |
120-028 |
| S1 |
119-260 |
119-260 |
120-038 |
119-295 |
| S2 |
119-145 |
119-145 |
120-021 |
|
| S3 |
118-280 |
119-075 |
120-004 |
|
| S4 |
118-095 |
118-210 |
119-273 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-085 |
121-315 |
120-190 |
|
| R3 |
121-160 |
121-070 |
120-122 |
|
| R2 |
120-235 |
120-235 |
120-100 |
|
| R1 |
120-145 |
120-145 |
120-077 |
120-190 |
| PP |
119-310 |
119-310 |
119-310 |
120-013 |
| S1 |
119-220 |
119-220 |
120-033 |
119-265 |
| S2 |
119-065 |
119-065 |
120-010 |
|
| S3 |
118-140 |
118-295 |
119-308 |
|
| S4 |
117-215 |
118-050 |
119-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-155 |
0-245 |
0.6% |
0-161 |
0.4% |
90% |
True |
False |
716,351 |
| 10 |
121-010 |
119-140 |
1-190 |
1.3% |
0-176 |
0.5% |
46% |
False |
False |
382,345 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-208 |
0.5% |
28% |
False |
False |
200,525 |
| 40 |
123-240 |
119-140 |
4-100 |
3.6% |
0-160 |
0.4% |
17% |
False |
False |
102,342 |
| 60 |
124-150 |
119-140 |
5-010 |
4.2% |
0-111 |
0.3% |
15% |
False |
False |
68,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-226 |
|
2.618 |
121-244 |
|
1.618 |
121-059 |
|
1.000 |
120-265 |
|
0.618 |
120-194 |
|
HIGH |
120-080 |
|
0.618 |
120-009 |
|
0.500 |
119-308 |
|
0.382 |
119-286 |
|
LOW |
119-215 |
|
0.618 |
119-101 |
|
1.000 |
119-030 |
|
1.618 |
118-236 |
|
2.618 |
118-051 |
|
4.250 |
117-069 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-033 |
120-023 |
| PP |
120-010 |
119-310 |
| S1 |
119-308 |
119-278 |
|